+919.4%
WEC vs WU
-21.8%
+941.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.7% |
| 7D | +2.3% | -2.0% | +4.4% | +2.7% |
| 30D | +11.1% | +11.4% | -0.3% | +8.6% |
| 3M | +8.4% | -6.8% | +15.3% | +9.7% |
| 6M | +7.5% | -14.6% | +22.1% | +9.9% |
| YTD | +15.3% | -20.6% | +36.0% | +19.1% |
| 1Y | +9.7% | -15.4% | +25.1% | +11.7% |
| 3Y | +64.7% | -23.6% | +88.3% | +68.9% |
| 5Y | +57.3% | -43.4% | +100.6% | +69.4% |
| 10Y | +195.9% | -38.8% | +234.7% | +207.8% |
| All | +919.4% | -21.8% | +941.3% | +798.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling